Auto-derived from JPM session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 49.8%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 89.7% of the time — only 10.3% of sessions stay range-bound. Both sides break 12.7% (Neutral days).
Average session range is 3.0 pts. The middle 68% of sessions runs 0.8214 → 5.2 — anything outside is an outlier day.
Gap up days test prior session high 64.8% of the time. Gap down days test prior low 67.4%.
When the IB VPOC sits in the upper half, IB high breaks 60.8% of the time. Lower half: IB low breaks 58.0% of the time.
51.9% of sessions close green. Average signed move is +0.03%, with a typical absolute move of ±0.92%.
96.6% of sessions break either the overnight high or low. The OVN high is tested 68.0% of the time, OVN low 62.1%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.40 pts |
Normal band The middle 68% of sessions | 0.8214 → 5.21 pts |
Unusual above A session range past this is an outlier day | 5.21 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.62 pts |
Normal band The middle 68% of sessions | 0.5218 → 3.58 pts |
Unusual above A first hour past this is an outlier day | 3.58 pts |
Initial Balance break rates · day types by weekday · gap behavior · value-area touches · seasonality · the full set. Pro is $9/mo, cancellable anytime, and gives you every market on this list.